Uses of Class
org.drip.sequence.metrics.PivotedDepartureBounds
Package | Description |
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org.drip.sequence.metrics |
Sequence Bounds Agnostic Metrics Estimators
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Uses of PivotedDepartureBounds in org.drip.sequence.metrics
Methods in org.drip.sequence.metrics that return PivotedDepartureBounds Modifier and Type Method Description PivotedDepartureBounds
BoundedSequenceAgnosticMetrics. bennettAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Bennett Inequality BoundsPivotedDepartureBounds
BoundedSequenceAgnosticMetrics. bernsteinAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Bernstein Inequality BoundsPivotedDepartureBounds
SingleSequenceAgnosticMetrics. centralMomentBound(double dblLevel, int iMoment)
Retrieve the Mean Departure Bounds Using the Central Moment Bounding InequalityPivotedDepartureBounds
SingleSequenceAgnosticMetrics. chebyshevAssociationBound(R1ToR1 au1, boolean bNonDecreasing1, R1ToR1 au2, boolean bNonDecreasing2)
Retrieve the Chebyshev's Association Joint Expectation BoundPivotedDepartureBounds
SingleSequenceAgnosticMetrics. chebyshevBound(double dblLevel)
Retrieve the Mean Departure Bounds Using the Chebyshev's InequalityPivotedDepartureBounds
SingleSequenceAgnosticMetrics. chebyshevCantelliBound(double dblLevel)
Retrieve the Mean Departure Bounds Using the Chebyshev-Cantelli InequalityPivotedDepartureBounds
BoundedSequenceAgnosticMetrics. chernoffHoeffdingAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Chernoff-Hoeffding BoundPivotedDepartureBounds
UnitSequenceAgnosticMetrics. karpHagerupRubBounds(double dblLevel)
Compute the Karp/Hagerup/Rub Pivot Departure Bounds outlined below: - Karp, R.PivotedDepartureBounds
SingleSequenceAgnosticMetrics. weakLawAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Weak Law of Large Numbers